Let's say that a futures contract is initiated at $1,000, and that same contract closes out at $1,000 six months later, or whenever the expiration date is.

Initial and closing prices are the same, but along the way, the contract moved above and/or below $1,000 before finishing where it started.

If the contract spent more time BELOW $1,000 (and early on), then the short position would beat the long position because the additional margin added to short's balance early on would gain more interest, correct?

On the other hand, if the contract shot up to say, $1,100, and remained there until falling back to $1,000 on the last day, then wouldn't this benefit the long position more than the short?